I can't find the modify option
When importing a model, it's not automatically set as the active object, though it may appear as though it is, by the outlines surrounding it. You can have several selected objects, but only the last selected one is active. Right click on the object, to select it and set it as the active object. Several new tabs should appear in the properties window. Click the one that looks like a wrench, and you should see the option to add modifiers.